Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 1,10% | 90,72 % | 91,72 % | 150 000 | 150 000 | 150 000 | 150 000 | 135 602 CHF | 137 102 CHF | 100,00% | 100,00% |
14/08/2024 | 1,11% | 89,69 % | 90,69 % | 150 000 | 150 000 | 150 000 | 150 000 | 134 473 CHF | 135 973 CHF | 100,00% | 100,00% |
13/08/2024 | 1,13% | 88,31 % | 89,31 % | 150 000 | 150 000 | 150 000 | 150 000 | 131 423 CHF | 132 923 CHF | 100,00% | 100,00% |
12/08/2024 | 1,14% | 88,54 % | 89,54 % | 150 000 | 150 000 | 150 000 | 150 000 | 130 990 CHF | 132 490 CHF | 100,00% | 100,00% |
09/08/2024 | 1,15% | 86,38 % | 87,38 % | 150 000 | 150 000 | 150 000 | 150 000 | 129 852 CHF | 131 352 CHF | 100,00% | 100,00% |
08/08/2024 | 1,17% | 86,46 % | 87,46 % | 150 000 | 150 000 | 150 000 | 150 000 | 127 219 CHF | 128 719 CHF | 100,00% | 100,00% |
07/08/2024 | 1,18% | 87,47 % | 88,47 % | 150 000 | 150 000 | 150 000 | 150 000 | 126 882 CHF | 128 382 CHF | 100,00% | 100,00% |
06/08/2024 | 1,20% | 84,48 % | 85,48 % | 150 000 | 150 000 | 150 000 | 150 000 | 124 607 CHF | 126 107 CHF | 88,23% | 88,23% |
02/08/2024 | 1,15% | 83,73 % | 84,73 % | 150 000 | 150 000 | 150 000 | 150 000 | 129 729 CHF | 131 229 CHF | 97,42% | 97,42% |
30/07/2024 | 1,11% | 89,83 % | 90,83 % | 150 000 | 150 000 | 150 000 | 150 000 | 133 837 CHF | 135 337 CHF | 100,00% | 100,00% |